Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.56% | 2.43 CHF | 2.45 CHF | 15,000 | 15,000 | 14,877 | 14,877 | 34,558 CHF | 34,754 CHF | 100.00% | 100.00% |
15/05/2024 | 0.52% | 2.34 CHF | 2.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 35,247 CHF | 35,429 CHF | 100.00% | 100.00% |
14/05/2024 | 0.52% | 2.28 CHF | 2.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,536 CHF | 34,715 CHF | 100.00% | 100.00% |
13/05/2024 | 0.53% | 2.29 CHF | 2.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,460 CHF | 34,642 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 2.32 CHF | 2.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 33,831 CHF | 33,992 CHF | 100.00% | 100.00% |
08/05/2024 | 0.51% | 2.06 CHF | 2.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 39,738 CHF | 39,943 CHF | 100.00% | 100.00% |
07/05/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 40,655 CHF | 40,857 CHF | 100.00% | 100.00% |
06/05/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 37,283 CHF | 37,483 CHF | 100.00% | 100.00% |
03/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 36,404 CHF | 36,604 CHF | 100.00% | 100.00% |
02/05/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 20,000 | 20,000 | 16,771 | 16,771 | 30,089 CHF | 30,257 CHF | 98.72% | 98.72% |